Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,48% | 103,97 % | 104,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 189 CHF | 522 689 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,99 % | 104,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 960 CHF | 522 460 CHF | 89,38% | 89,38% |
18/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 084 CHF | 522 584 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 357 CHF | 522 857 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,07 % | 104,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 341 CHF | 522 841 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,02 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 096 CHF | 522 596 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 281 CHF | 522 781 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 104,08 % | 104,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 446 CHF | 522 946 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 172 CHF | 522 672 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 154 CHF | 522 654 CHF | 100,00% | 100,00% |